+906.1%
JNJ vs FIS
+374.5%
+531.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | +7.4% | -2.2% | +9.6% | +7.8% |
| 3M | +21.2% | +2.1% | +19.1% | +20.4% |
| 6M | +13.4% | -14.7% | +28.1% | +16.3% |
| YTD | +35.1% | -35.7% | +70.8% | +46.2% |
| 1Y | +57.4% | -37.1% | +94.5% | +70.8% |
| 3Y | +86.8% | -20.0% | +106.8% | +90.4% |
| 5Y | +80.8% | -62.1% | +142.9% | +109.1% |
| 10Y | +202.7% | -37.4% | +240.1% | +208.2% |
| All | +906.1% | +374.5% | +531.6% | +627.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling